+374.2%
PH vs JAAA
+30.2%
+344.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.6% |
| 30D | +1.7% | +0.4% | +1.3% | +0.5% |
| 3M | -8.1% | +1.2% | -9.3% | -11.2% |
| 6M | +11.5% | +2.3% | +9.1% | +4.2% |
| YTD | +11.4% | +4.0% | +7.4% | -0.4% |
| 1Y | +14.1% | +4.8% | +9.3% | -0.3% |
| 3Y | +138.2% | +18.5% | +119.8% | +65.1% |
| 5Y | +216.0% | +27.5% | +188.5% | +95.6% |
| All | +374.2% | +30.2% | +344.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling